Early Jurassic belemnites are of particular interest to the study of the evolution of skeletal morphology in Lower Carboniferous to the uppermost Cretaceous belemnoids, because they signal the beginning of a global Jurassic–Cretaceous expansion and diversification of belemnitids. We investigated potentially relevant, to this evolutionary pattern, shell features of Sinemurian–Bajocian Nannobelus, Parapassaloteuthis, Holcobelus and Pachybelemnopsis from the Paris Basin. Our analysis of morphological, ultrastructural and chemical traits of the earliest ontogenetic stages of the shell suggests that modified embryonic shell structure of Early–Middle Jurassic belemnites was a factor in their expansion and colonization of the pelagic zone and resulted in remarkable diversification of belemnites. Innovative traits of the embryonic shell of Sinemurian– Bajocian belemnites include: (1) an inorganic–organic primordial rostrum encapsulating the protoconch and the phragmocone, its non-biomineralized component, possibly chitin, is herein detected for the first time; (2) an organic rich closing membrane which was under formation. It was yet perforated and possessed a foramen; and (3) an organic rich pro-ostracum earlier documented in an embryonic shell of Pliensbachian Passaloteuthis. The inorganic–organic primordial rostrum tightly coating the protoconch and phragmocone supposedly enhanced protection, without increase in shell weight, of the Early Jurassic belemnites against explosion in deepwater environment. This may have increased the depth and temperature ranges of hatching eggs, accelerated the adaptation of hatchlings to a nektonic mode of life and promoted increasing diversity of belemnoids. This study supports the hypothesis that belemnite hatchlings were ‘a miniature of the adults’.